Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-12-21 0.215862 0.232125 0.249517 0.269588 0.292219 0.317072 0.346606
2025-12-28 0.196110 0.217678 0.241914 0.271434 0.306796 0.348287 0.401412
2026-01-04 0.184084 0.209410 0.238996 0.276653 0.324120 0.383145 0.464089
2026-01-11 0.171138 0.198298 0.230978 0.274018 0.330537 0.404283 0.511595
2026-01-18 0.163121 0.192158 0.228043 0.276827 0.343428 0.434525 0.575337
2026-01-25 0.151872 0.180977 0.217629 0.268599 0.340186 0.441626 0.605944
2026-02-01 0.141978 0.170793 0.207648 0.259883 0.335042 0.444864 0.630368
2026-02-08 0.135777 0.164957 0.202893 0.257762 0.338805 0.461315 0.678337
2026-02-15 0.133048 0.163458 0.203736 0.263369 0.354197 0.497215 0.765997
2026-02-22 0.128524 0.159252 0.200536 0.262780 0.359919 0.518007 0.830194
2026-03-01 0.124038 0.154840 0.196746 0.260954 0.363375 0.535181 0.890708
2026-03-08 0.119235 0.149752 0.191699 0.256836 0.362661 0.544829 0.937589
2026-03-15 0.114491 0.144639 0.186494 0.252340 0.361275 0.553717 0.986526
2026-03-22 0.112449 0.143224 0.186547 0.255970 0.373841 0.590100 1.108459
2026-03-29 0.111121 0.142738 0.187902 0.261702 0.390554 0.637036 1.272770
2026-04-05 0.107853 0.139305 0.184660 0.259729 0.393261 0.656061 1.369973
2026-04-12 0.106020 0.137874 0.184354 0.262534 0.404934 0.695720 1.542827
2026-04-19 0.101778 0.132738 0.178140 0.255035 0.396531 0.690175 1.573042
2026-04-26 0.097648 0.127644 0.171808 0.247017 0.386556 0.679962 1.585443
2026-05-03 0.095188 0.124955 0.169108 0.245074 0.388207 0.696759 1.698510
2026-05-10 0.094513 0.124903 0.170510 0.250275 0.404367 0.750495 1.976853
2026-05-17 0.092594 0.122897 0.168722 0.249734 0.408853 0.776375 2.161806
2026-05-24 0.090526 0.120598 0.166371 0.248046 0.410800 0.796106 2.333602